You can try and scrape a little bark of the branches in question, to see if they are still green underneath.
If they are still green,you could leave them alone and hope.
A hard prune might stimulate the tree to develop new leaves in more places again.
If they are not green anymore, it won't come back alive again, and you can cut them without fearing that you will damage the rest of the tree.
In general any added light and humidity you can give your tree will help it to generate more and denser growth. In a wintery low-light environment the tree has a hard enough time to keep the leaves it has, and any new growth will be sparse. Add to that the usual low indoor humidity and you can be happy if you tree keeps looking as good as it does.
Two places to start that have good info on indoor growing are here:
http://www.fukubonsai.com/4a1.html and here
http://www.bonsaihunk.8m.com/cultural.html
Hope this helps a bit,
Stefan